+89.4%
EWZ vs JHX
+106.3%
-16.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +0.9% | -6.3% | +7.2% | +2.8% |
| 30D | +12.8% | -7.7% | +20.5% | +15.3% |
| 3M | +10.8% | +19.2% | -8.4% | +4.2% |
| 6M | +2.5% | +38.3% | -35.8% | -8.7% |
| YTD | +21.4% | +37.2% | -15.9% | +8.1% |
| 1Y | +32.8% | +42.3% | -9.5% | +15.7% |
| 3Y | +45.2% | -4.4% | +49.6% | +29.4% |
| 5Y | +63.0% | -26.4% | +89.4% | +57.1% |
| All | +89.4% | +106.3% | -16.9% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JHX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling